Smoothing Spline ANOVA for Time-Dependent Spectral Analysis

DOI10.1198/016214503000000549MaRDI QIDQ4468474zbMATH OpenOpenAlexFDO

Authors Wensheng Guo, M. Dai, Hernando C. Ombao, Rainer von Sachs

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2078.1/93275

zbMATH Keywords

locally stationary processsmooth localized complex exponential basissmoothing splinespectral estimationtensor producttime series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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• Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment
• Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
• Wavelet spectral testing: application to nonstationary circadian rhythms
• Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
• Kalman filtering and smoothing for model-based signal extraction that depend on time-varying spectra
• Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series
• Multivariate time-dependent spectral analysis using Cholesky decomposition
• Automatic Statistical Analysis of Bivariate Nonstationary Time Series
• AdaptSPEC: Adaptive spectral estimation for nonstationary time series
• State-space multitaper time-frequency analysis
• AdaptSPEC-X: Covariate-Dependent Spectral Modeling of Multiple Nonstationary Time Series
• Empirical frequency band analysis of nonstationary time series
• Tree-structured wavelet estimation in a mixed effects model for spectra of replicated time series
• Local spectral analysis via a Bayesian mixture of smoothing splines
• Transformation to approximate independence for locally stationary Gaussian processes
• Spectral Inference under Complex Temporal Dynamics
• An efficient estimator for locally stationary Gaussian long-memory processes
• Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis
• Temporal smoothing -- a step forward for time-spectral methods
• Generalized linear spectral models for locally stationary processes
• Bayesian Nonparametric Spectral Analysis of Locally Stationary Processes
• Smoothing spline ANOPOW
• Nonparametric spectral analysis with applications to seizure characterization using EEG time series

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